Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300): Difference between revisions
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Revision as of 21:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional Generalized Autoregressive Conditional Heteroskedasticity |
scientific article |
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Functional Generalized Autoregressive Conditional Heteroskedasticity (English)
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12 January 2017
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econometrics
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financial time series
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functional data
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GARCH processes
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stationary solutions
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